Eurex Open Interest Insights Equity + Index

Overview

Eurex Open Interest Insights complements the Eurex Flow Insights offering by adding additional transparency with measures around Open Interest. It provides valuable data on exposure distribution in futures and options markets, revealing investor risk appetites and convictions. Segmented by market participant groups, the data is delivered at T+2 via API or Web GUI. With a 22-year history dating back to 2002, excluding Single Stock Futures and FX, this tool offers a comprehensive view of market dynamics for informed decision-making.

Designed for

Market participants such as:

- Buy-side and sell-side traders, researchers and analysts
- Brokerage firms
- Hedge funds

Data details

- Open interest is broken down daily on an instrument level into long and short positions and market participant groups
- Market participant groups are agent, market maker and proprietary trader
- Open interest includes all adjustments
- Options and futures strategies are decomposed and added to the outright positions
- History available back to 2002 with previous stringent liquidity rules removed for expiries 2002 – 2018
- Eurex Open Interest Insights is available at T+2

Product packages and data universe

- Product universe includes all liquid Eurex products (~1000 products)
- Historical expiries between 2002 – 2018 are further available for all Eurex instruments except Single Stock and FX Futures

Disclaimer: The download and usage of the free sample data provided by Deutsche Börse AG via the Snowflake Marketplace is subject to the Terms of Use (which can be viewed on the right side). By downloading the data, you accept to adhere to the Terms of Use.

搜集汇总

背景与挑战

背景概述

该数据集提供Eurex交易所股票及指数衍生品的未平仓合约深度分析，包含按市场参与者类型划分的多空头寸分布数据，覆盖2002年以来的历史记录，支持T+2获取。主要服务于买方/卖方机构、经纪商和对冲基金等市场参与者。